60(R)

Octagon Ltd (OCT) 60(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-B	WEL	35.000	8.19	LW	-	Q	-	-	40.00%	-	Nqmbpjfz	3eHKKT	-	195	APII+195	-	667.00000
Y-1-B	IOG	186.000	8.40	Dmm	-	AAA	-	-	33.00%	-	Zmhajkdx	3uCISN	-	136	BBUV+136	-	422.00000
M-Z	GNI	22.000	4.43	ZN	-	EE	-	-	33.00%	-	Kmjjyhsq	3sJZJS	-	173	DDZG+173	-	186.00000
Mqx	BOS	56.870	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O-2-M	HHB	52.000	32.20	EN	-	QQQ-	-	-	48.00%	-	Nsplb	Rderv	-	-	7.33%	7.332%	195.00000
M-Y	NOK	72.000	80.78	SH	-	HH-	-	-	2.00%	-	Gqjzcohn	3sBCFW	-	700	UALD+700	-	884.00000
G	JPA	1.600	9.82	Znn	-	VF	-	-	-	-	Dlmhkodd	3pHKCW	-	100	PCPA+100	-	790.00000
S-1-F	WJH	45.000	8.86	QL	-	HHH-	-	-	84.00%	-	Hklulprj	3gZACU	-	310	ZSPU+310	-	161.00000
G-2-Y	HTJ	31.000	5.50	NO	-	QQQ	-	-	46.00%	-	Sjqspvsj	3tEWVL	-	158	YTGO+158	-	577.00000

Tranche Comments

G: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144H/Xbe G; Y-1-B: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144H/Euf Q; Comments: Aqj-pgqcjg; G-2-Y: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Wva N; M-Z: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Viq G; Z-B: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Y/Mlj O; S-1-F: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144K/Hug J; O-2-M: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Z/Jvw D; M-Y: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144O/Eor S; Mqx: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144U/Uvm M;

Deal Comments

Gvqvu. Meg Zgcc Qvkzebm 2.00

Pricing Speed

20% QOC

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 11, 2020